On DLTR, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
On DLTR, 0 of 20 famous strategies beat buy-and-hold on daily bars, and 0 of them hold out of sample. The best is RSI 14: buy oversold (30/70), at -5.2 points a year over buying and holding DLTR, while the worst is Upper Bollinger band breakout, at -19.2 points a year against buy-and-hold.
| Strategy | Return | Buy and hold | Excess (pts/yr) | Vs. S&P 500 (pts/yr) | Out of sample | Trades |
|---|---|---|---|---|---|---|
| RSI 14: buy oversold (30/70) | ×25 | ×108 | -5.2% | -0.3% | partly | 64 |
| Stochastic: oversold cross (14, 3) | ×24 | ×108 | -5.4% | -0.4% | partly | 416 |
| “Sell in May and go away” | ×24 | ×108 | -5.4% | -0.4% | overfit | 63 |
| Only invest above the 200-day average | ×14 | ×108 | -7.3% | -2.4% | overfit | 217 |
| Kaufman’s adaptive moving average (KAMA) | ×11 | ×108 | -8.0% | -3.0% | overfit | 1038 |
| The golden cross (50/200) | 759.0% | ×108 | -9.0% | -4.0% | overfit | 43 |
| Ichimoku: buy above the cloud | 475.4% | ×108 | -10.3% | -5.4% | overfit | 373 |
| Parabolic SAR: follow the dots | 351.9% | ×108 | -11.1% | -6.2% | overfit | 666 |
| Bounce off the lower Bollinger band | 275.9% | ×108 | -11.7% | -6.8% | overfit | 240 |
| Supertrend: the line that changes colour | 267.8% | ×108 | -11.8% | -6.9% | overfit | 55 |
| Wyckoff: buying the accumulation | 244.3% | ×108 | -12.0% | -7.1% | partly | 176 |
| The Turtles: 55-day breakout | 90.3% | ×108 | -14.0% | -9.0% | overfit | 123 |
| ADX: trade only in strong trends | 72.2% | ×108 | -14.3% | -9.3% | overfit | 948 |
| ICT / Smart Money: the fair value gap | 44.3% | ×108 | -14.9% | -9.9% | overfit | 260 |
| 2-day RSI (the Connors rule) | 19.9% | ×108 | -15.5% | -10.5% | overfit | 724 |
| The MACD cross (12/26/9) | 19.1% | ×108 | -15.5% | -10.5% | overfit | 658 |
| ICT / Smart Money: the order block | 4.5% | ×108 | -15.9% | -10.9% | — | 2 |
| Heikin Ashi: follow the coloured candles | -20.6% | ×108 | -16.8% | -11.8% | overfit | 2082 |
| Smart Money: the liquidity sweep | -38.9% | ×108 | -17.6% | -12.6% | overfit | 122 |
| Upper Bollinger band breakout | -64.1% | ×108 | -19.2% | -14.3% | overfit | 540 |
Finaxion is an analysis tool, not an investment adviser. This page is not a recommendation. Past performance does not guarantee future results. Prices and series: market data. Computations: Finaxion engine.